Sökning: "numerical model"

Visar resultat 6 - 10 av 1991 avhandlingar innehållade orden numerical model.

1. 6. Contributions to Numerical Solution of Stochastic Differential Equations

   Författare :Anders Muszta; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

   Sammanfattning : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. LÄS MER

3. 7. Numerical modelling of biomass thermochemical conversion and potassium release

   Författare :Seyed Morteza Mousavi; Strömningsteknik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Numerical modelling; particle model; bed model; CFD simulation; biomass; pyrolysis; ; combustion; gasification; potassium release; alkali;

   Sammanfattning : The use of biomass as a renewable source of energy has been increasing over the past few decades, and biomass is regarded as a promising replacement for fossil fuels. Thermochemical conversion of biomass is a common approach for biomass utilization with a relatively short conversion time. LÄS MER

4. 8. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

   Författare :Raul Tempone Olariaga; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Adaptive methods; a posteriori error estimates; stochastic differential equations; weak approximation; Monte Carlo methods; Malliavin Calculus; HJM model; option price; bond market; stochastic elliptic equation; Karhunen-Loeve expansion; numerical co; Numerical analysis; Numerisk analys;

   Sammanfattning : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. LÄS MER

5. 9. A numerical model to simulate short-term beach and dune evolution

   Författare :Jie Zhang; Avdelningen för Teknisk vattenresurslära; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Numerical model; cross-shore transport; beach profile change; dune erosion; offshore mound; storms;

   Sammanfattning : Sediment transport in the cross-shore (CS) and associated changes in the beach profile, especially during storms, have been topics of widespread concern. Since storms are often accompanied by high water levels and large waves, large quantities of sand from the beach and the dune are typically transported offshore, leading to severe beach and dune erosion, which threatens the integrity of buildings and infrastructure near the coast. LÄS MER

7. 10. Model Order Reduction with Rational Krylov Methods

   Författare :K. Henrik A. Olsson; Axel Ruhe; Volker Mehrmann; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Model order reduction; dual rational Arnoldi; rational Krylov; moment matching; eigenvalue computation; stability analysis; heat exchanger model; Numerical analysis; Numerisk analys;

   Sammanfattning : Rational Krylov methods for model order reduction are studied. A dual rational Arnoldi method for model order reduction and a rational Krylov method for model order reduction and eigenvalue computation have been implemented. It is shown how to deflate redundant or unwanted vectors and how to obtain moment matching. LÄS MER